command lasso is unrecognized

[Ale Dea]

Dear all

I am trying to run the following lasso command:

lasso linear outcome $controls, rseed(1234)

But stata does not recognize the command, I can see the manual here https://www.stata.com/manuals/lasso.pdf, but it does not talk about installing the command and I have tried to find out if I have to install but does not seem to be the case. For reference, I am using STATA SE 15.1

Is this a problem of my stata version or the command?

Many thanks

[Joro Kolev]

I think the command was introduced in Stata 16, therefore it does not exist in your version of Stata.

Type in the help/Stata command the word lasso, and you will find some user contributed commands that you can use on your Stata 15.

[Nick Cox]

https://www.stata.com/help.cgi?whatsnew15to16 is a document you should be able to access -- and it confirms what Joro Kolev suggests. lasso was introduced officiailly in Stata 16.